Euro Bund Future September 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.62 |
122.12 |
-0.50 |
-0.4% |
122.55 |
High |
122.68 |
122.24 |
-0.44 |
-0.4% |
123.10 |
Low |
121.99 |
122.12 |
0.13 |
0.1% |
121.99 |
Close |
122.27 |
122.13 |
-0.14 |
-0.1% |
122.13 |
Range |
0.69 |
0.12 |
-0.57 |
-82.6% |
1.11 |
ATR |
0.41 |
0.39 |
-0.02 |
-4.5% |
0.00 |
Volume |
252 |
104 |
-148 |
-58.7% |
724 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.52 |
122.45 |
122.20 |
|
R3 |
122.40 |
122.33 |
122.16 |
|
R2 |
122.28 |
122.28 |
122.15 |
|
R1 |
122.21 |
122.21 |
122.14 |
122.25 |
PP |
122.16 |
122.16 |
122.16 |
122.18 |
S1 |
122.09 |
122.09 |
122.12 |
122.13 |
S2 |
122.04 |
122.04 |
122.11 |
|
S3 |
121.92 |
121.97 |
122.10 |
|
S4 |
121.80 |
121.85 |
122.06 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.74 |
125.04 |
122.74 |
|
R3 |
124.63 |
123.93 |
122.44 |
|
R2 |
123.52 |
123.52 |
122.33 |
|
R1 |
122.82 |
122.82 |
122.23 |
122.62 |
PP |
122.41 |
122.41 |
122.41 |
122.30 |
S1 |
121.71 |
121.71 |
122.03 |
121.51 |
S2 |
121.30 |
121.30 |
121.93 |
|
S3 |
120.19 |
120.60 |
121.82 |
|
S4 |
119.08 |
119.49 |
121.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.10 |
121.99 |
1.11 |
0.9% |
0.38 |
0.3% |
13% |
False |
False |
144 |
10 |
123.10 |
121.90 |
1.20 |
1.0% |
0.36 |
0.3% |
19% |
False |
False |
136 |
20 |
123.32 |
121.50 |
1.82 |
1.5% |
0.35 |
0.3% |
35% |
False |
False |
102 |
40 |
123.32 |
120.76 |
2.56 |
2.1% |
0.17 |
0.1% |
54% |
False |
False |
118 |
60 |
123.32 |
119.43 |
3.89 |
3.2% |
0.12 |
0.1% |
69% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.75 |
2.618 |
122.55 |
1.618 |
122.43 |
1.000 |
122.36 |
0.618 |
122.31 |
HIGH |
122.24 |
0.618 |
122.19 |
0.500 |
122.18 |
0.382 |
122.17 |
LOW |
122.12 |
0.618 |
122.05 |
1.000 |
122.00 |
1.618 |
121.93 |
2.618 |
121.81 |
4.250 |
121.61 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.18 |
122.55 |
PP |
122.16 |
122.41 |
S1 |
122.15 |
122.27 |
|